Crikey this is all getting a bit serious !
I do know someone who had a set of centrelock adaptors made for his Cosworth, I believe there were 5 sets made in total but as you can imagine they were not cheap at all. Personally I can't see any weight saving gains being made there even if the wheels you end up using are magnesium.
I would be looking into lower arms, hub carriers and parts liek that to save weight but like the centrelocks I can't see the weight saving being worth the cost of having something like that made.
What TCA's does the car run ?